+162.2%
W vs VIG
+241.3%
-79.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +1.3% |
| 7D | +5.9% | -1.2% | +7.1% | +8.5% |
| 30D | -3.0% | -2.8% | -0.2% | +3.0% |
| 3M | +40.3% | +2.5% | +37.9% | +35.2% |
| 6M | +32.2% | +8.1% | +24.1% | +14.6% |
| YTD | -0.3% | +9.6% | -9.9% | -15.5% |
| 1Y | +16.2% | +14.2% | +2.0% | -9.4% |
| 3Y | +40.7% | +56.1% | -15.4% | -35.4% |
| 5Y | -62.3% | +62.8% | -125.2% | -81.8% |
| 10Y | +162.2% | +248.2% | -86.0% | -58.6% |
| All | +162.2% | +241.3% | -79.1% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling